Carine,
xtoverid will do this test for you, including the option of a
heteroskedsatic or cluster-robust test statistic. -findit xtoverid- and
follow the links.
Cheers,
Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> C.VDR KOOIJ GUEVARA
> Sent: 03 July 2007 23:47
> To: [email protected]
> Subject: st: Artificial regression approach???
>
> Dear all,
> When estimating a Hausman test between fixed and random
> effects models for a sample, I got a negative chi2 value (!)
> together with the following message:
> model fitted on these data fails to meet the asymptotic
> assumptions of the Hausman test; see suest for a generalized test.
>
> I have read that the suest test does not work with panel data
> and that an option is to run the test using the artificial
> regression approach (read it in the Stata files, somebody had
> already asked this question in 2004). However, since I am a
> beginner with Stata and econometrics, I was wondering what
> this artificial regression approach is and how I can
> implement it to find out whether to use the fixed or random model.
>
> Thanks for the help,
>
> Carine
>
>
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